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The garage is attached to our house on two sides, so garage door and one external wall. We have an extension above it, so insulating the garage will help with the temp of the floor above also.
The garage door itself has vents, and fairly large gaps around, so there is a fair bit of work to do to make the door warmer. I have bought a roll of door insulation kit. Also thinking of a garage door rubber floor ‘bar’ to reduce leaves/dust/draft getting in at the bottom.
The ducting runs tight against the ceiling, so some rock wool sounds like a good idea, but need to do something around it so it doesn’t look horrendous.
Is the garage already insulated? I don't really see the point of doing the door if not.
Also even if you insulate the door you will need to do something to prevent draughts around the edges - garage doors tend to be a fairly loose fit because they don't need to be tight and as they are quite large will expand and contract lots with environmental changes.
As far as insulating a square extractor duct - rock wool and zipties will work if it is going to stay dry.
Personally I'd be looking at the non return valve to see if it can be improved. Extractor fans these days come with a sheet of acetate or similar on them to function as a non return valve. Maybe look at fitting one on the wall outlet.